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A Study on the Lead-Lag Relationship among GILT futures contracts' Trading volume, Open interest and Returns
Authors
Torben Andersen
K. Chan
+19 more
K. Chan
Robert F. Engle
T. W. Epps
F. Douglas Foster
C. W. J. Granger
L. Harris
M. Jacobs
Jonathan M. Karpoff
I. Kawaller
H. R. Stoll
G. Tauchen
J. Yang
문규현
이필상
임상규
정종락
진태홍
홍정효
홍정효
Publication date
Publisher
'Korean Association of Financial Engineering'
Doi
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Last time updated on 17/11/2020